Faith is called 'faith' because it is supposed to be something you should believe. Not just look for proof and evidence in every step. God is supposed to be divine. Religion is a faith. Now, to those who keep asking for proof or evidence regarding religion, just look closer to something more human like the government. How many times do they show proof or evidence of reason for action. How many times do they withhold it in the name of "national security"?
The guy was probably just trying to help you get closer to heaven, in his perception anyway. He probably wasn't trying to convert you. Judaism, Christianity and Islam share their roots in an Abrahamic origin. In effect, you can say they are revisions of the same religion. That is why I chose to become a Muslim rather than a Christian or a Jew. It is the final religion and is more pure than the two predecessors. The reason you're colleague said that buddhism is less of a religion is because that they do not follow a devine god but a former king I think. Basically someone human. 
All muslims aren't fanatics. Islam isn't like christianity 500 years ago. Back then, christianity was officially massacring millions of people worldwide in the name of religion. The ones that are killing in the name of islam, are just a minority with a clouded view, often being controlled by a handful of people at the top with personal agenda. And most of the people that participate in the killing are from a economically and socially deprived region and usually hate USA because they meddle in those areas. Before it was the Communist nations in south-east asia that despised America, because it meddled in those regions. Also some south and central american regions. So, they actually are not killing for Islam but all have their own reasons, which would not hold as much water to the outside world. There must be a reason why us folks in the UK and in Europe don't feel as threatened as americans by these guys.
Many muslims do refuse to ask questions and explanations, mainly because they lack education. They probably fear the guy preaching to them more than god. They don't follow what the Qur'an says but what their preacher says the Qur'an says.